A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions

For testing the equality of scale parameters of several inverse Gaussian distributions, we propose an exact test which is much easier to implement than the test proposed by Chang et al. (2012). Our simulations indicate that our proposed test is also more powerful.

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Year of publication:	2013
Authors:	Sadooghi-Alvandi, Soltan Mohammad ; Malekzadeh, Ahad
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 8, p. 1844-1848
Publisher:	Elsevier
Subject:	Exact test \| Likelihood-ratio \| Monte Carlo method \| Generalized p-value \| Power \| Simulation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039938